94 citations · 364 across the 34 of their papers we have counts for
3 papers · 1 filter
Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling
Teresa Klatzer, Paul Dobson, Yoann Altmann +3
This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. Th…
Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo
Lorenzo Nagar, Mario Fernández-Pendás, Jesús María Sanz-Serna +1
Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian statistical inference due to its potential to rapidly explore high dimensional state space, avoiding the random walk b…
On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights
Paul Dobson, Jesus Maria Sanz-Serna, Konstantinos Zygalakis
We revisit the general framework introduced by Fazylab et al. (SIAM J. Optim. 28, 2018) to construct Lyapunov functions for optimization algorithms in discrete and continuous time.…